+861.8%
AMAT vs TW
+298.0%
+563.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +19.3% | +3.2% | +16.1% | +18.2% |
| 30D | -17.9% | +19.7% | -37.6% | -22.7% |
| 3M | -30.4% | +26.8% | -57.3% | -35.9% |
| 6M | -11.4% | +20.9% | -32.3% | -18.7% |
| YTD | +48.8% | +22.9% | +25.9% | +34.1% |
| 1Y | +66.0% | +20.4% | +45.7% | +50.8% |
| 3Y | +158.8% | +42.9% | +115.9% | +107.4% |
| 5Y | +153.2% | +40.2% | +113.0% | +98.1% |
| All | +861.8% | +298.0% | +563.8% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling